This is a coomon problem usually caused by a malware/trojan etc.
You need not worry. Here are some simple steps to solve this problem:Method 1: The most preferred and the one which i follow!
Download a free anti-spyware program: SPYBOT

Update it and:
1. run a scan of your computer.
2. Immunize your computer for further protection.
This will resolve your problem, many computers have been fixed by me using this!
and your computer will be better and lot safer!

Method 2 - Using the Group Policy Editor in Windows XP Professional

1. Click Start, Run, type gpedit.msc and click OK.
2. Under User Configuration, Click on the plus (+) next to Administrative Templates
3. Click on the plus (+) next tSystem, then click on Ctrl+Alt+Delete Options
4. Find Remove Task Manager in the right-hand pane and double click on it
5. Choose the option "Not Configured" and click Ok.
6. Close the Group Policy Window

Method 3: Change the Task Manager Option through the Run line

Click on Start, Run and type the following command exactly and press Enter